+502.4%
MDLZ vs M
+116.8%
+385.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.7% |
| 7D | +1.7% | -4.3% | +5.9% | +2.1% |
| 30D | +11.2% | +1.3% | +9.9% | +11.0% |
| 3M | +6.1% | -7.4% | +13.5% | +6.8% |
| 6M | +8.6% | +18.3% | -9.8% | +6.1% |
| YTD | +25.8% | +7.6% | +18.3% | +23.8% |
| 1Y | +21.7% | +17.4% | +4.3% | +18.4% |
| 3Y | +5.8% | +108.4% | -102.5% | -6.5% |
| 5Y | +21.4% | -10.6% | +32.0% | +14.4% |
| 10Y | +97.2% | -3.2% | +100.4% | +64.4% |
| All | +502.4% | +116.8% | +385.5% | +274.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling